Aaron,I don't know what you have done in the last 20 hours to this algo, but it is again messed up.It worked perfectly fine yesterday. Please revert to what you had yesterday.

Jan 31, 2019 10:10:34 AM

aschiff

UNITED STATES
Joined: Sep 12, 2014
Post Count: 530
Offline

Re: Exposure List Problem

The code which handles exposure lists is also running the backtest day-to-day and is particularly touchy. The fix deployed yesterday was affecting something more critical, so the exposure list fix was broken for the sake of restoring that functionality. I've corrected it once again, and this time I believe it will stick.